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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Rossi, Eduardo"
~subject:"Nonparametric statistics"
~subject:"Volatility"
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Nonparametric statistics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Long memory and periodicity in intraday volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
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